Full-time from Calmont Road
Striker O'Brien doubled The Lions' tally a couple of minutes before half-time with a crisp finish to send Neil Harris' team in two goals to the good at the break.
Charlton came back strongly and within minutes of the restart it took a smart save from Tom Green to avert the danger, reacting quickly to keep out Tobi Sho-Silva's goal-bound effort after he had been played in by Jack Munns.
However there was little Green could do to prevent the visitors reducing the arrears on 57 minutes, with Munns jinking his way into the danger zone and firing home past the keeper's outstretched hands.
Despite protesting that the ball had crossed the line, the officials thought otherwise and seconds later Charlton's misery was complete when Tazekq Holmes-Dennis was shown his second yellow card giving The Lions a numerical advantage for the final minutes.
Millwall's resolute defended stood them in good stead as they made it maximum points from their two Professional Development League games this season.